Optimization Methods in FinanceGerard Cornuejols and Reha Tütüncü

DOI10.1080/10920277.2008.10597516zbMATH Open1484.00009OpenAlexW1485348121MaRDI QIDQ5022540

Carole Bernard

Publication date: 19 January 2022

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2008.10597516

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Applications of mathematical programming (90C90) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Portfolio theory (91G10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) External book reviews (00A17)

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